Anic Equity¶

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Total return since start: 0.547 %¶

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Equity now: -----------------------------> 47258.04 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45860.05 Kr¶

PnL: ---------------------------------------> -1028.52 Kr¶

DD now: ---------------------------------> -2.821 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:11:21.531019'

Anic Portfolio¶

Today¶

Return: -0.11 %¶

This Week¶

Return: -1.367 %¶

Total¶

Return: 54.711 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.160000 3105.000000 178.000000 6.080000 2927.000000
HEBA B 70 0.000000 2772.000000 136.000000 5.160000 2636.000010
HMS Networks 2 -3.390000 764.000000 91.000000 13.520000 673.000000
Nordea Bank Abp 29 0.750000 3509.580000 55.580000 1.610000 3453.999992
SAAB B 8 -0.350000 3431.200000 54.200000 1.600000 3377.000000
MedCap 2 0.000000 463.000000 42.000000 9.980000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.440000 391.500000 36.500000 10.280000 355.000000
Corem Property Group B 59 0.790000 603.570000 26.570000 4.600000 576.999999
AcadeMedia 12 0.210000 579.840000 22.840000 4.100000 557.000004
Resurs Holding 22 0.300000 595.540000 21.540000 3.750000 573.999998
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
Eastnine 4 0.630000 507.200000 16.200000 3.300000 491.000000
Swedbank A 3 0.570000 579.150000 15.150000 2.690000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Intrum 4 -0.880000 540.000000 13.000000 2.470000 527.000000
Securitas B 6 0.920000 581.400000 11.400000 2.000000 570.000000
Boozt 12 -0.500000 1663.200000 9.200000 0.560000 1653.999996
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.390000 247.680000 1.680000 0.680000 246.000000
Coor Service Management Hold. 8 -0.370000 533.600000 1.600000 0.300000 532.000000
Handelsbanken A 5 0.140000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 1.110000 574.560000 -8.440000 -1.450000 582.999984
CTEK 13 -2.990000 514.800000 -19.200000 -3.600000 533.999999
Essity B 2 0.980000 554.600000 -19.400000 -3.380000 574.000000
International Petroleum Corp. 5 1.990000 563.000000 -31.570000 -5.310000 594.565215
Essity A 4 1.280000 1112.000000 -37.000000 -3.220000 1149.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 0.090000 3762.500000 -87.500000 -2.270000 3850.000000
Beijer Electronics Group 26 -0.190000 2797.600000 -173.400000 -5.840000 2971.000006
Fasadgruppen Group 35 0.190000 3619.000000 -192.000000 -5.040000 3810.999990
OX2 18 -0.130000 1416.600000 -247.400000 -14.870000 1663.999992
Axfood 13 -0.150000 3463.200000 -292.800000 -7.800000 3756.000001
Ovzon 52 -0.750000 2756.000000 -606.000000 -18.020000 3361.999992
TOTAL 45901.220000 -987.350000 -2.73634% 46888.564618

Updated:¶

'2023-01-27 09:10:48.858833'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶